Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 926194.7553 | 821626.9465 | 104567.8089 | 3764101.072 | 1359386.9262 | 2404714.1458 |
Total P&L (%) | 926.1948 | 821.6269 | 104.5678 | 3764.1011 | 1359.3869 | 2404.7141 |
Avg Daily Profit (%) | 0.49 | 0.4347 | 0.0553 | 0.1935 | 0.1419 | 0.1705 |
Buy And Hold Return (%) | 245.8671 | 245.8671 | 245.8671 | 245.8671 | 245.8671 | 245.8671 |
Max Trade Drawdown | -71757 | -94504 | -102485 | -2408828 | -1382377 | -1440960 |
Profit Factor | 2.9183 | 4.5206 | 1.4192 | 1.4197 | 1.2758 | 1.5953 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 47.0588 | 45.2381 | 48.8372 | 47.0588 | 45.2381 | 48.8372 |
Ratio Avg Win / Avg Loss | 3.2831 | 5.4723 | 1.4868 | 1.5972 | 1.5444 | 1.6713 |
Largest Winning Trade | 387803 | 387803 | 59470 | 1338026 | 1335363 | 1338026 |
Largest Losing Trade | -61359 | -26898 | -61359 | -624635 | -624635 | -611207 |
Avg Bars in Trades | 261 | 239 | 284 | 261 | 239 | 284 |
Avg Bars in Winners | 399 | 368 | 428 | 399 | 368 | 428 |
Avg Bars in Losers | 139 | 132 | 146 | 139 | 132 | 146 |
Bars Traded | 22269 | 10054 | 12215 | 22269 | 10054 | 12215 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458753 | 463366 | -284406 | 323720 | -4898 | 373838 |
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{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 133, "a": 0.16101 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 65, "offset": 133, "a": 0.16101 } }, "second_band": { "type": "midprice", "factors": { "length": 104, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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